Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,014.0 |
5,880.0 |
-134.0 |
-2.2% |
5,894.0 |
High |
6,025.0 |
5,885.0 |
-140.0 |
-2.3% |
6,153.0 |
Low |
5,908.0 |
5,754.0 |
-154.0 |
-2.6% |
5,860.0 |
Close |
5,963.0 |
5,780.0 |
-183.0 |
-3.1% |
5,934.0 |
Range |
117.0 |
131.0 |
14.0 |
12.0% |
293.0 |
ATR |
103.5 |
111.1 |
7.5 |
7.3% |
0.0 |
Volume |
27,730 |
40,085 |
12,355 |
44.6% |
140,418 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,199.3 |
6,120.7 |
5,852.1 |
|
R3 |
6,068.3 |
5,989.7 |
5,816.0 |
|
R2 |
5,937.3 |
5,937.3 |
5,804.0 |
|
R1 |
5,858.7 |
5,858.7 |
5,792.0 |
5,832.5 |
PP |
5,806.3 |
5,806.3 |
5,806.3 |
5,793.3 |
S1 |
5,727.7 |
5,727.7 |
5,768.0 |
5,701.5 |
S2 |
5,675.3 |
5,675.3 |
5,756.0 |
|
S3 |
5,544.3 |
5,596.7 |
5,744.0 |
|
S4 |
5,413.3 |
5,465.7 |
5,708.0 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,861.3 |
6,690.7 |
6,095.2 |
|
R3 |
6,568.3 |
6,397.7 |
6,014.6 |
|
R2 |
6,275.3 |
6,275.3 |
5,987.7 |
|
R1 |
6,104.7 |
6,104.7 |
5,960.9 |
6,190.0 |
PP |
5,982.3 |
5,982.3 |
5,982.3 |
6,025.0 |
S1 |
5,811.7 |
5,811.7 |
5,907.1 |
5,897.0 |
S2 |
5,689.3 |
5,689.3 |
5,880.3 |
|
S3 |
5,396.3 |
5,518.7 |
5,853.4 |
|
S4 |
5,103.3 |
5,225.7 |
5,772.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,153.0 |
5,754.0 |
399.0 |
6.9% |
92.6 |
1.6% |
7% |
False |
True |
30,721 |
10 |
6,153.0 |
5,754.0 |
399.0 |
6.9% |
92.3 |
1.6% |
7% |
False |
True |
29,898 |
20 |
6,428.0 |
5,754.0 |
674.0 |
11.7% |
80.5 |
1.4% |
4% |
False |
True |
27,941 |
40 |
6,452.0 |
5,754.0 |
698.0 |
12.1% |
66.1 |
1.1% |
4% |
False |
True |
23,589 |
60 |
6,452.0 |
5,754.0 |
698.0 |
12.1% |
59.7 |
1.0% |
4% |
False |
True |
21,210 |
80 |
6,452.0 |
5,754.0 |
698.0 |
12.1% |
50.1 |
0.9% |
4% |
False |
True |
15,943 |
100 |
6,452.0 |
5,754.0 |
698.0 |
12.1% |
44.2 |
0.8% |
4% |
False |
True |
12,769 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.6% |
39.3 |
0.7% |
14% |
False |
False |
10,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,441.8 |
2.618 |
6,228.0 |
1.618 |
6,097.0 |
1.000 |
6,016.0 |
0.618 |
5,966.0 |
HIGH |
5,885.0 |
0.618 |
5,835.0 |
0.500 |
5,819.5 |
0.382 |
5,804.0 |
LOW |
5,754.0 |
0.618 |
5,673.0 |
1.000 |
5,623.0 |
1.618 |
5,542.0 |
2.618 |
5,411.0 |
4.250 |
5,197.3 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,819.5 |
5,889.5 |
PP |
5,806.3 |
5,853.0 |
S1 |
5,793.2 |
5,816.5 |
|